SC0J.DE vs. D500.DE
SC0J.DE (Invesco MSCI World UCITS ETF Acc) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both exchange-traded funds - SC0J.DE is a Global Equities fund tracking the MSCI World, while D500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SC0J.DE returned 12.86%/yr vs 15.85%/yr for D500.DE. With a 0.97 correlation, they move nearly in lockstep. SC0J.DE charges 0.19%/yr vs 0.05%/yr for D500.DE.
Performance
SC0J.DE vs. D500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0J.DE achieves a 10.95% return, which is significantly lower than D500.DE's 11.58% return. Over the past 10 years, SC0J.DE has underperformed D500.DE with an annualized return of 12.86%, while D500.DE has yielded a comparatively higher 15.85% annualized return.
SC0J.DE
- 1D
- -0.02%
- 1M
- 4.89%
- YTD
- 10.95%
- 6M
- 11.36%
- 1Y
- 23.93%
- 3Y*
- 17.62%
- 5Y*
- 12.96%
- 10Y*
- 12.86%
D500.DE
- 1D
- -0.31%
- 1M
- 5.37%
- YTD
- 11.58%
- 6M
- 11.67%
- 1Y
- 25.88%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
SC0J.DE vs. D500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0J.DE Invesco MSCI World UCITS ETF Acc | 10.95% | 7.78% | 26.07% | 20.32% | -13.60% | 32.76% | 5.64% | 31.45% | -5.00% | 7.71% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -13.34% | 43.50% | 9.36% | 35.52% | -0.84% | 6.73% |
Correlation
The correlation between SC0J.DE and D500.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2015 | 0.97 |
The correlation between SC0J.DE and D500.DE has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.
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Return for Risk
SC0J.DE vs. D500.DE — Risk / Return Rank
SC0J.DE
D500.DE
SC0J.DE vs. D500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF Acc (SC0J.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SC0J.DE | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 3.60 | +0.06 |
| Martin ratioReturn relative to average drawdown | 14.66 | 12.88 | +1.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SC0J.DE | D500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.24 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 1.01 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.98 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.88 | -0.01 |
Drawdowns
SC0J.DE vs. D500.DE - Drawdown Comparison
The maximum SC0J.DE drawdown since its inception was -33.91%, roughly equal to the maximum D500.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for SC0J.DE and D500.DE.
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Drawdown Indicators
| SC0J.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -33.57% | -0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.52% | -7.14% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -23.29% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -23.29% | +1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -33.57% | -0.34% |
Current DrawdownCurrent decline from peak | -0.33% | -0.31% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -4.25% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.00% | -0.37% |
Volatility
SC0J.DE vs. D500.DE - Volatility Comparison
Invesco MSCI World UCITS ETF Acc (SC0J.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE) have volatilities of 2.62% and 2.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0J.DE | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.66% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 7.54% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 11.59% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 15.17% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.09% | 16.08% | -0.99% |
SC0J.DE vs. D500.DE - Expense Ratio Comparison
SC0J.DE has a 0.19% expense ratio, which is higher than D500.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SC0J.DE vs. D500.DE - Dividend Comparison
SC0J.DE has not paid dividends to shareholders, while D500.DE's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.08% | 1.18% | 1.27% | 1.54% | 2.63% | 2.72% | 3.53% | 2.34% | 2.08% | 1.67% | 1.70% | 0.29% |
SC0J.DE Invesco MSCI World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, SC0J.DE and D500.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D500.DE is cheaper with a 0.05% expense ratio, compared with 0.19% for SC0J.DE.
SC0J.DE is categorized as Global Equities, while D500.DE is S&P 500. SC0J.DE tracks MSCI World, while D500.DE tracks S&P 500 Index. Their fees differ too: 0.19% for SC0J.DE and 0.05% for D500.DE.
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